Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-30 0.318205 0.347676 0.379678 0.417186 0.460171 0.508170 0.566207
2025-04-06 0.279977 0.317375 0.360213 0.413436 0.478535 0.556570 0.658751
2025-04-13 0.246769 0.287138 0.335193 0.397537 0.477691 0.579334 0.721500
2025-04-20 0.228850 0.272528 0.326348 0.399000 0.496903 0.628036 0.824071
2025-04-27 0.213799 0.259635 0.317803 0.399090 0.513325 0.674227 0.930513
2025-05-04 0.200929 0.248158 0.309650 0.398260 0.527613 0.718534 1.041780
2025-05-11 0.191060 0.239644 0.304415 0.400478 0.545914 0.770663 1.175531
2025-05-18 0.177829 0.225558 0.290293 0.388369 0.540975 0.785273 1.247514
2025-05-25 0.165410 0.211740 0.275477 0.373772 0.530298 0.788595 1.298968
2025-06-01 0.158862 0.205634 0.271105 0.374308 0.543476 0.833637 1.440422
2025-06-08 0.156029 0.204523 0.273759 0.385683 0.575473 0.916446 1.681451
2025-06-15 0.151613 0.200815 0.272224 0.390145 0.596004 0.981201 1.902564
2025-06-22 0.146360 0.195751 0.268551 0.391224 0.611474 1.040454 2.135823
2025-06-29 0.140749 0.189834 0.263158 0.388921 0.620424 1.088016 2.357462
2025-07-06 0.132953 0.180246 0.251478 0.375008 0.605989 1.083476 2.432948
2025-07-13 0.129218 0.176637 0.249013 0.376786 0.621918 1.148625 2.743451
2025-07-20 0.125460 0.172791 0.245913 0.377143 0.635009 1.209829 3.072869
2025-07-27 0.121778 0.168878 0.242460 0.376550 0.646042 1.268339 3.426409
2025-08-03 0.118881 0.166053 0.240616 0.378710 0.663041 1.345415 3.900924
2025-08-10 0.113677 0.159355 0.231980 0.367585 0.650242 1.342221 4.041925
2025-08-17 0.108345 0.152270 0.222400 0.354115 0.631105 1.319097 4.085959
2025-08-24 0.105850 0.149642 0.220238 0.354638 0.643187 1.384873 4.596335
2025-08-31 0.105239 0.150013 0.223182 0.365186 0.679292 1.528454 5.650655